WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,730 COMMITMENTS 83,724 95,073 163,544 189,236 170,195 436,504 428,812 34,226 41,918 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 11,212) -3,104 11,420 6,403 6,645 -5,086 9,944 12,737 1,268 -1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 20.2 34.7 40.2 36.2 92.7 91.1 7.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 122 103 141 102 120 306 297 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 12,219 COMMITMENTS 1,707 252 2,258 7,723 9,500 11,688 12,010 531 209 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 186) -203 -2,195 1,050 -813 1,594 34 449 152 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 2.1 18.5 63.2 77.7 95.7 98.3 4.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 1 3 5 14 12 17 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 260,494 COMMITMENTS 88,971 46,643 61,420 87,208 130,448 237,599 238,511 22,895 21,983 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 4,437) -1,127 685 1,806 3,234 1,316 3,913 3,806 524 631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 17.9 23.6 33.5 50.1 91.2 91.6 8.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 88 48 76 86 92 206 189 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,830,438 COMMITMENTS 379,065 88,803 474,517 804,575 1034898 1658157 1598218 172,281 232,220 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 4,100) -8,419 12,346 -10,564 20,003 -1,842 1,020 -60 3,080 4,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 4.9 25.9 44.0 56.5 90.6 87.3 9.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 840) 204 111 202 403 439 694 680 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,696 COMMITMENTS 798 120 480 1,733 2,737 3,011 3,336 2,685 2,360 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 391) -142 8 219 147 -25 224 202 167 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 2.1 8.4 30.4 48.0 52.9 58.6 47.1 41.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 3 4 11 10 22 15 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 978,147 COMMITMENTS 118,884 79,734 288,443 513,049 511,559 920,376 879,736 57,771 98,411 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 69,947) -3,078 7,926 22,751 48,618 30,962 68,290 61,639 1,657 8,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 8.2 29.5 52.5 52.3 94.1 89.9 5.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614) 166 138 208 237 254 505 515 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 460,957 COMMITMENTS 101,296 29,382 110,659 218,004 300,117 429,959 440,158 30,998 20,799 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 12,425) -1,206 4,206 1,106 11,799 6,855 11,698 12,167 727 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 6.4 24.0 47.3 65.1 93.3 95.5 6.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 98 56 96 106 114 256 227 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,398,933 COMMITMENTS 104,433 188,228 115,508 997,035 893,109 1216976 1196844 181,957 202,089 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 5,300) 5,744 -22,447 10,902 -7,910 12,533 8,737 988 -3,436 4,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 13.5 8.3 71.3 63.8 87.0 85.6 13.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 24 42 43 106 119 156 178 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,217,200 COMMITMENTS 54,901 368,321 11,699 998,817 681,408 1065416 1061427 151,783 155,773 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -5,658) -794 -1,008 154 -9,881 -3,122 -10,522 -3,977 4,864 -1,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 30.3 1.0 82.1 56.0 87.5 87.2 12.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 13 25 15 93 85 114 117 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 470,906 COMMITMENTS 65,257 85,850 116,183 233,149 236,325 414,589 438,359 56,316 32,547 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 25,952) 360 8,057 8,900 12,835 6,138 22,095 23,095 3,858 2,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 18.2 24.7 49.5 50.2 88.0 93.1 12.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 78 80 89 126 109 262 233 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,202 COMMITMENTS 2,091 1,420 408 5,143 6,314 7,643 8,142 1,559 1,060 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -217) 28 73 31 -335 -203 -276 -100 59 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 15.4 4.4 55.9 68.6 83.1 88.5 16.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 10 6 15 20 32 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,850,000 COMMITMENTS 330,488 370,280 66,069 1323248 1264870 1719805 1701219 130,195 148,781 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 73,486) 18,901 16,909 15,904 45,466 39,221 80,271 72,034 -6,784 1,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 20.0 3.6 71.5 68.4 93.0 92.0 7.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 47 41 31 157 165 216 225 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,835,173 COMMITMENTS 882,928 696,754 474,740 3155398 3013646 4513066 4185141 322,107 650,032 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 97,580) 27,725 9,779 43,746 16,832 48,283 88,303 101,808 9,277 -4,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 14.4 9.8 65.3 62.3 93.3 86.6 6.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 59 89 89 228 248 340 373 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,478,239 COMMITMENTS 262,156 168,051 9,632 1099485 1013170 1371273 1190853 106,966 287,386 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 27,281) 13,898 672 4,041 12,463 20,848 30,402 25,561 -3,121 1,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 11.4 0.7 74.4 68.5 92.8 80.6 7.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 15 24 13 80 103 104 131 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,928,551 COMMITMENTS 359,401 687,264 307,447 2995322 2431726 3662169 3426436 266,381 502,114 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 102,996) -71 18,758 44,401 47,720 32,590 92,050 95,749 10,946 7,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 17.5 7.8 76.2 61.9 93.2 87.2 6.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 44 67 51 162 186 231 279 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,190,212 COMMITMENTS 68,061 137,146 182,557 918,640 838,641 1169258 1158344 20,954 31,868 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 77,568) 8,220 -1,043 10,827 61,703 71,682 80,750 81,466 -3,182 -3,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 11.5 15.3 77.2 70.5 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 8 23 25 54 67 80 99 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,234 COMMITMENTS 16,081 18,233 1,061 24,778 26,358 41,920 45,652 9,314 5,582 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 2,926) 1,446 501 80 890 2,963 2,416 3,544 511 -618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 35.6 2.1 48.4 51.4 81.8 89.1 18.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 34 12 6 35 23 70 40 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,468 COMMITMENTS 32,161 36,466 2,122 49,556 52,716 83,839 91,305 18,629 11,164 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 5,852) 2,892 1,001 160 1,780 5,927 4,831 7,088 1,021 -1,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 35.6 2.1 48.4 51.4 81.8 89.1 18.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 34 12 6 35 23 70 40 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 43,174 COMMITMENTS 9,025 431 0 31,460 42,399 40,485 42,830 2,689 344 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -376) -323 -411 0 176 30 -147 -381 -229 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 1.0 0.0 72.9 98.2 93.8 99.2 6.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 1 0 20 13 28 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 41,361 COMMITMENTS 21,178 37,295 1,953 17,609 2,016 40,740 41,264 621 97 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 3,624) 240 3,683 -61 3,360 0 3,539 3,622 85 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.2 90.2 4.7 42.6 4.9 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 29 13 2 5 1 36 14 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 170,702 COMMITMENTS 29,775 47,343 63,680 77,235 59,639 170,690 170,662 12 40 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 7,332) 1,079 -721 5,041 1,200 3,024 7,320 7,344 12 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 27.7 37.3 45.2 34.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 9 1 4 14 11 23
Updated October 15, 2021